mirror of
https://git.FreeBSD.org/ports.git
synced 2024-12-25 04:43:33 +00:00
dbdea56638
linear models (state space models). Includes functions for Kalman filtering and smoothing. Estimation of variance matrices can be performed using the EM algorithm in case of Gaussian models. WWW: http://cran.r-project.org/web/packages/sspir/
10 lines
303 B
Plaintext
10 lines
303 B
Plaintext
A glm-like formula language to define dynamic generalized
|
|
linear models (state space models).
|
|
|
|
Includes functions for Kalman filtering and smoothing.
|
|
|
|
Estimation of variance matrices can be performed using
|
|
the EM algorithm in case of Gaussian models.
|
|
|
|
WWW: http://cran.r-project.org/web/packages/sspir/
|